LBFGSpp::LineSearch< Scalar > Class Template Reference

#include <LineSearch.h>

Static Public Member Functions
template<typename Foo >
static void	Backtracking (Foo &f, Scalar &fx, Vector &x, Vector &grad, Scalar &step, const Vector &drt, const Vector &xp, const LBFGSParam< Scalar > &param)

Private Types
typedef Eigen::Matrix< Scalar, Eigen::Dynamic, 1 >	Vector

Detailed Description

template<typename Scalar>
class LBFGSpp::LineSearch< Scalar >

Line search algorithms for LBFGS. Mainly for internal use.

Definition at line 18 of file LineSearch.h.

Member Typedef Documentation

Vector

template<typename Scalar >

typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> LBFGSpp::LineSearch< Scalar >::Vector

private

Definition at line 21 of file LineSearch.h.

Member Function Documentation

Backtracking()

template<typename Scalar >

template<typename Foo >

static void LBFGSpp::LineSearch< Scalar >::Backtracking ( Foo &  f, Scalar &  fx, Vector &  x, Vector &  grad, Scalar &  step, const Vector &  drt, const Vector &  xp, const LBFGSParam< Scalar > &  param  )

inlinestatic

Line search by backtracking.

Parameters

f	A function object such that f(x, grad) returns the objective function value at x, and overwrites grad with the gradient.
fx	In: The objective function value at the current point. Out: The function value at the new point.
x	Out: The new point moved to.
grad	In: The current gradient vector. Out: The gradient at the new point.
step	In: The initial step length. Out: The calculated step length.
drt	The current moving direction.
xp	The current point.
param	Parameters for the LBFGS algorithm

Definition at line 41 of file LineSearch.h.

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The documentation for this class was generated from the following file:

• LineSearch.h